𝔖 Bobbio Scriptorium
✦   LIBER   ✦

Analytic stochastic process solutions of second-order random differential equations

✍ Scribed by G. Calbo; J.-C. Cortés; L. Jódar; L. Villafuerte


Publisher
Elsevier Science
Year
2010
Tongue
English
Weight
265 KB
Volume
23
Category
Article
ISSN
0893-9659

No coin nor oath required. For personal study only.

✦ Synopsis


In this work, trigonometric stochastic processes arise as mean square solutions of random differential equations, using a random Fröbenius method. Important operational properties of the trigonometric stochastic processes are established.


📜 SIMILAR VOLUMES


Stationary solutions and stability of se
✍ A. Bezen; F.C. Klebaner 📂 Article 📅 1996 🏛 Elsevier Science 🌐 English ⚖ 553 KB

White-noise perturbations of second-order differential equations are studied. The method of detailed balance is used to obtain stationary solutions of the Fokker-Planck equation. This method is applied to several types of random differential equations both with additive and parametric noises. Statio

Analytic solutions of a second-order ite
✍ Jian-Guo Si; Xin-Ping Wang 📂 Article 📅 2002 🏛 Elsevier Science 🌐 English ⚖ 352 KB

This paper is concerned with a second-order iterative functional differential equation x'(z) = (xm(z)) 2. Its analytic solutions are discussed by locally reducing the equation to another functional differential equation with proportional delays ~2y'(l.tz)y~(z) = i.Ly~(l.~z)y'(z) + [~It(Z)]3 [~([J, m

On the Domain of Analyticity for Solutio
✍ Marcel Oliver; Edriss S. Titi 📂 Article 📅 2001 🏛 Elsevier Science 🌐 English ⚖ 158 KB

The radius of analyticity of periodic analytic functions can be characterized by the decay of their Fourier coefficients. This observation has led to the use of socalled Gevrey norms as a simple way of estimating the time evolution of the spatial radius of analyticity of solutions to parabolic as we